Risk Preferences in the PSID: Individual Imputations and Family Covariation.

@article{Kimball2009RiskPI,
  title={Risk Preferences in the PSID: Individual Imputations and Family Covariation.},
  author={Miles S. Kimball and Claudia R Sahm and Matthew D. Shapiro},
  journal={The American economic review},
  year={2009},
  volume={99 2},
  pages={363-368}
}
This appendix provides additional details on our maximum-likelihood estimates of risk tolerance in the PSID. For a more thorough discussion of the general approach, see Kimball et al., “Imputing Risk Tolerance from Survey Responses” (2008) Journal of the American Statistical Association, 103(483) 1028-38. Further information on using the imputations is provided at http://www.umich.edu/~shapiro/data/risk_preference 
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